Bernd Schwaab 2013 - Central Bank Research Hub

Papers by year: All | 2017 | 2016 | 2013 | 2012 | 2011

Title Other author(s)

Observation driven mixed-measurement dynamic factor models with an application to credit risk

European Central Bank Working papers [View] (Paper: 1626, 19.12.2013)

Conditional and joint credit risk

European Central Bank Working papers [View] (Paper: 1621, 11.12.2013)

Assessing asset purchases within the ECBs securities markets programme

European Central Bank Working papers [View] (Paper: 1587, 10.09.2013)

Conditional euro area sovereign default risk

Sveriges Riksbank Working Papers [View] (Paper: 269, 24.07.2013)

Papers by year: All | 2017 | 2016 | 2013 | 2012 | 2011